Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models. 1st Bayesian Young Statisticians Meeting (BAYSM 2013), Milano, Italien, 05.06.-06.06.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility Models |
Event | 1st Bayesian Young Statisticians Meeting (BAYSM 2013) |
Year | 2013 |
Date | 05.06.-06.06. |
Country | Italy |
Location | Milano |
URL | http://www.mi.imati.cnr.it/conferences/BAYSM2013/ |
Associations
- People
- Kastner, Gregor (Details)
- Frühwirth-Schnatter, Sylvia (Details)
- External
- Lopes, Hedibert Freitas (The University of Chicago Booth School of Business, United States/USA)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1105 Computer software (Details)
- 1162 Statistics (Details)
- 5323 Econometrics (Details)
- 5701 Applied statistics (Details)
- 5707 Time series analysis (Details)